Gradient Tracking Methods for Distributed Stochastic Optimization Problems with Decision-dependent Distributions

  • Licheng Deng
  • Yongchao Liu
    • Categories Stochastic Programming Tags , , , ,

    This paper aims to seek the performative stable solution and the optimal solution of the distributed stochastic optimization problem with decision-dependent distributions, which is a finite-sum stochastic optimization problem over a network and the distribution depends on the decision variables. For the performative stable solution, we provide an algorithm, DSGTD-GD, which combines the distributed stochastic … Read more

    Greedy Algorithms with Imprecise Oracles for Submodular Knapsack Problems

  • Sabine Münch
    • Categories Approximation Algorithms, Combinatorial Optimization Tags , , ,

    We consider the problem of maximizing a monotone increasing, normalized, and submodular function defined on a set of weighted items under a knapsack constraint. A well-known greedy algorithm, analyzed by Wolsey (1982), achieves an approximation factor of \(0.357\) for this problem. This greedy algorithm starts with an empty solution set and iteratively generates a feasible … Read more

    Active-set Newton-MR methods for nonconvex optimization problems with bound constraints

  • Ernesto G. Birgin
  • Geovani Nunes Grapiglia
  • Diaulas S. Marcondes
    • Categories Bound-constrained Optimization, Nonlinear Optimization, Unconstrained Optimization Tags , , , ,

    This paper presents active-set methods for minimizing nonconvex twice-continuously differentiable functions subject to bound constraints. Within the faces of the feasible set, we employ descent methods with Armijo line search, utilizing approximated Newton directions obtained through the Minimum Residual (MINRES) method. To escape the faces, we investigate the use of the Spectral Projected Gradient (SPG) … Read more

    Assessing Green Hydrogen Production via Offshore Wind in the Dutch North Sea: Complementing Techno-Economic Simulation With Machine Learning and Optimization

  • Justin Starreveld
  • Dick den Hertog
  • Kenneth Bruninx
  • Alessandro Bianchini
  • Riccardo Travaglini
  • R.J van 't Veer
  • Laurens Frowijn
    • Categories Applications - OR and Management Sciences, Energy, Optimization of Simulated Systems Tags , , ,

    As countries seek to decarbonize their energy systems, green hydrogen has emerged as a promising energy carrier. This paper studies the production of green hydrogen from offshore wind in the Dutch North Sea, with particular emphasis on understanding how system design decisions and uncertain parameters affect key performance indicators. The analysis builds on a detailed … Read more

    On Subproblem Tradeoffs in Decomposition and Coordination of Multiobjective Optimization Problems

  • Philip de Castro
  • Margaret Wiecek
    • Categories Multi-Criteria Optimization

    Multiobjective optimization is widely used in applications for modeling and solving complex decision-making problems. To help resolve computational and cognitive difficulties associated with problems which have more than three or four objectives, we propose a decomposition and coordination methodology to support decision making for large multiobjective optimization problems (MOPs) with global, quasi-global, and local variables. … Read more

    Integrated Bus Fleet Electrification Planning Through Accelerated Logic-Based Benders Decomposition and Restriction Heuristics

  • Robin Legault
  • Filipe Cabral
  • Xu Andy Sun
    • Categories (Mixed) Integer Linear Programming, Facility Planning and Design, Transportation Tags , ,

    To meet sustainability goals and regulatory requirements, transit agencies worldwide are planning partial and complete transitions to electric bus fleets. This paper presents the first comprehensive and computationally efficient multi-period optimization framework integrating the key planning decisions necessary to support such electrification initiatives. Our model, formulated as a two-stage integer program with integer subproblems, jointly … Read more

    A second-order cone representable class of nonconvex quadratic programs

  • Aida Khajavirad
    • Categories (Mixed) Integer Nonlinear Programming, Global Optimization Theory, Integer Programming Tags , , , ,

    We consider the problem of minimizing a sparse nonconvex quadratic function over the unit hypercube. By developing an extension of the Reformulation Linearization Technique (RLT) to continuous quadratic sets, we propose a novel second-order cone (SOC) representable relaxation for this problem. By exploiting the sparsity of the quadratic function, we establish a sufficient condition under … Read more

    A Data-Driven County-Level Budget Allocation Model for Opioid Crisis Management: Insights from West Virginia

  • Ankit Bansal
  • Jean-Philippe P. Richard
    • Categories Applications - OR and Management Sciences, Integer Programming, Optimization in Data Science Tags

    The opioid crisis has remained a major public health challenge in the United States for many years. This study develops a data-driven decision support framework to guide policymakers in allocating county-level budgets across multiple expenditure categories in order to address the opioid crisis. We compile and curate a detailed dataset on fiscal policy and opioid-related … Read more

    A user manual for cuHALLaR: A GPU accelerated low-rank semidefinite programming Solver

  • Jacob Aguirre
  • Diego Cifuentes
  • Vincent Guigues
  • Renato D.C. Monteiro
  • Victor Hugo Nascimento
  • Arnesh Sujanani
    • Categories Nonlinear Optimization, Optimization Software and Modeling Systems, Semi-definite Programming Tags , , , , , ,

    We present a Julia-based interface to the precompiled HALLaR and cuHALLaR binaries for large-scale semidefinite programs (SDPs). Both solvers are established as fast and numerically stable, and accept problem data in formats compatible with SDPA and a new enhanced data format taking advantage of Hybrid Sparse Low-Rank (HSLR) structure. The interface allows users to load … Read more